C++ Programming for Financial Engineering

C++ Programming for Financial Engineering

Reviews 4.93 star(s) 1,354 reviews

I found it through MFE forums. I wanted to learn C++ especially boost and how is it used in terms of Options pricing.
Took the course to understand C++ and how to apply it to financial markets.
The reason I took this course is that it is a nice way to learn C++ and its application in financial engineering.
I got to know this class when applying for MFE programs. I think the course content was very progressive and easy to grasp. It helped me to understand the important basics of c++ in a short period of time.
I think overall, the course is very good. I learned and benefited a lot from the course. It really gave me a taste of financial engineering with C++. Wonderful experience.
The course was an excellent introduction into C++ with a little taste of the financial engineering capabilities towards the end. I would have hoped for a little more discussion around the FE applications but as I learned more about the language, I realized the depth of understanding required.
Quality of course was very good for an introduction to C++.
Positives: The exercises were really good at promoting learning, the TAs were very helpful, and I learned a lot from being enrolled in the class.
Critique: I think there's room for improvement with the notes and the videos.
I would have enjoyed a larger section on quantitative finance. The rest of the course is very good.
The course is great as expected. However, the documents need to be updated to reflect the new developments and typos
It’s a great course and the work is intense. Very good start for programming.
I like this course for its comprehensive topics and well-designed homework. However, I think it might be better if it could be more compatible with different laptops especially for the code given in level 9.
The quality of the course was great as I was able to learn about the basic of C++ in just 10 weeks.
It did give me a solid background in c++ and it was interesting in the end to use it for some financial applications. I think the final exam which is really just debugging intensive is too heavily weighted. It doesn't reflect programming ability and it stopped me from getting an A.
I have learned a lot from this course. However, this course is a little bit easy for people with some C++ background. It would be better if more advanced level topics could be included in this course.
Overall good course as an introductory C++ course. I felt like the course had slight too much focus on C++ syntax and programming though (8 levels for C++ and 1 level for application in finance). Personally, I expected more practical applications of C++ in finance (maybe 5-6 levels for C++ and 3-4 levels for practical applications).
I satisfied with what the course provides me. It is a great C++ intro class to let me understand its application in Financial engineering. Homeworks are pretty helpful to understand the key property of C++, and the final project is challenging but gives an intuitive way to learn the important theories and methods in Financial engineering. Also, TA and discussion board are really helpful. It solves many puzzles and forms a deeper understanding of materials throughout the course. Lastly, I am a novice in the quantitative finance world. This course is an excellent introduction course to show what this world looks like and what is kind of knowledge we should master. I am very glad about my decision to take this course three months ago.
I like the assignments, they demonstrate the conceptions very clearly, which meet my initial expectation to this course. However, I have to say, the content regarding financial engineering should be more detailed, rather than simply run the code.
I know now the basics of C++ and will leverage this knowledge in my future MFE studies.
My actual rating for the course is 4.5 not 4 (since it does not allow 0.5). My overall opinion on the course is very good, especially the part that is does a very good job explaining OOP and I also like the facts that the homeworks start to build up for a bigger project, it's a great learning process. There are a few things i do not like, which I will answer in the next section.
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